• Conning and Milliman link GEMS and MG-ALFA

    08 March 2013

    Milliman's actuarial modelling software will take outputs from Conning's ESG

  • How the matching adjustment helps insurers in a crisis

    28 February 2013

    Daily solvency monitoring offers valuable insights into an insurers' risk profile and its regulatory capital requirements – and demonstrates the potential power of the matching adjustment. Matthew Cocke, Russell Osman and Russell Ward explain

  • Using least-squares Monte Carlo in a multi-year context

    19 February 2013

    A year ago on this site, Michael Leitschkis and Mario Hoerig explained the advantages of least-squares Monte Carlo (LSMC) over other proxy modelling techniques for estimating capital. Here, with Florian Ketterer and Christian Bettels, they describe how to extend a one-year application of LSMC to scenarios of several years

  • Insurance Europe releases LTGA helper spreadsheet

    12 February 2013

    To aid firms in calculating matching adjustment

  • Eiopa releases LTG impact study Q&A

    08 February 2013

    Firms must use year-end 2011 data, even when more recent data is available

  • Eiopa releases discount curves ahead of LTG assessment

    23 January 2013

    SII credit risk adjustment raised from 10 to 35 basis points

  • From the Talmud and Markowitz to a holistic picture of risk

    10 January 2013

    Systems thinking helps risk modellers develop a more dynamic, responsive analysis of complex systems. Matt Cocke and Richard See-Toh track developments from 4 BC to today's ERM approach

  • 2013: the ERM challenges ahead

    08 January 2013

    Leading consultants and CROs say getting the most out of Solvency II implementation will be a big challenge for 2013, but other aspects of ERM will reappear on the agenda, as will the necessity of keeping ERM at the heart of business. Here is a compilation of responses to the questions InsuranceERM asked experts just before Christmas

  • Companies will allocate resources back to strategic issues

    24 December 2012

    It's time to refocus on traditional areas of ERM, says Milliman's Neil Cantle.

  • Early pillar 3 reporting would be unnecessary burden

    21 December 2012

    ABI urges practical solution to Solvency II implementation